-16.4%
LBRT vs ALLY
+65.5%
-81.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.3% |
| 7D | -1.9% | -2.8% | +0.9% | 0.0% |
| 30D | -32.0% | +1.9% | -33.9% | -33.4% |
| 3M | -39.7% | -12.1% | -27.6% | -35.2% |
| 6M | -61.1% | -9.0% | -52.1% | -59.4% |
| YTD | -29.4% | -12.9% | -16.5% | -25.8% |
| 1Y | -24.5% | -0.1% | -24.4% | -27.5% |
| 3Y | -28.1% | +64.6% | -92.7% | -51.6% |
| 5Y | +23.9% | -10.1% | +34.0% | +15.3% |
| All | -16.4% | +65.5% | -81.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling